+3,916.3%
FDX vs FHN
+1,690.1%
+2,226.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -1.6% | -1.0% | -0.7% | -1.3% |
| 30D | +6.6% | +0.2% | +6.4% | +6.6% |
| 3M | -2.1% | -9.0% | +6.9% | +0.8% |
| 6M | +2.2% | -6.8% | +9.0% | +4.2% |
| YTD | +33.9% | -1.5% | +35.5% | +34.3% |
| 1Y | +50.2% | +10.9% | +39.3% | +45.1% |
| 3Y | +65.5% | +119.4% | -53.8% | +27.6% |
| 5Y | +74.1% | +57.5% | +16.5% | +39.1% |
| 10Y | +156.7% | +114.1% | +42.6% | +73.0% |
| All | +3,916.3% | +1,690.1% | +2,226.2% | +1,097.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling